Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
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Publication:5161745
DOI10.1137/20M1349606zbMath1476.62012OpenAlexW3172807751MaRDI QIDQ5161745
Umberto Villa, Panayot S. Vassilevski, Hillary R. Fairbanks
Publication date: 1 November 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1349606
Markov chain Monte Carloalgebraic multigridGaussian random fieldhigh-dimensional uncertainty quantificationmultilevel Markov chain Monte Carlononlinear Bayesian inference
Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Numerical analysis or methods applied to Markov chains (65C40) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60)
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